Cognitive Behavioral Therapy for Adult ADHD
It seems obvious that you shouldn't give up if the first medication you try doesn't work for you. The same is true for therapy, including CBT. Perhaps your therapist just wasn't a good match for you. Perhaps he or she simply wasn't skilled in instructing CBT sessions for adults with ADHD. Perhaps you simply were not in a receptive stage in your life, possibly due to inadequate medication treatment at the time or other issues.
If CBT didn't work for you initially, consider trying again, with a different therapist, perhaps. If group sessions didn't work well for you, maybe consider individual sessions, or vice versa.